+247.6%
DIA vs IBKR
+1,011.6%
-764.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -2.0% | -0.2% | -1.8% | -2.2% |
| 3M | +3.6% | +3.0% | +0.7% | +2.0% |
| 6M | +11.5% | +33.9% | -22.3% | +0.6% |
| YTD | +10.4% | +42.5% | -32.2% | -2.8% |
| 1Y | +15.6% | +44.9% | -29.3% | +0.6% |
| 3Y | +58.9% | +293.0% | -234.1% | -5.2% |
| 5Y | +65.3% | +497.7% | -432.3% | -18.5% |
| All | +247.6% | +1,011.6% | -764.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling